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Model: Ratio
HQ Backtest BAC vs JPM
Symbol Title Sector Exchange M.Cap.[M] Beta Float Avg.Price Avg.Volume Last volume
BAC Bank of America Corp Financial NYSE 329540 1.34 10236.17 31.63 80840000 83450000
JPM JPMorgan Chase Co. Financial NYSE 400550 1.21 3444.94 113.87 16970000 19890000
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 11945.01
Total net P/L: 1945.01 Total ROI: 19.45 %
CAGR: 3.24 % Max. DD: 17.05 %
System Score: 1.090 Sharpe Ratio: 0.883
Start Date: 2014-01-02 End Date: 2019-07-31
Total days: 2036
Commissions: 696.28 Comm.% P/L 26.36 %
Total Transactions: 364 Log. Linearity: 69.576 %
Total enabled Long enabled Short BAC JPM
Total Profit/Loss 2641.29 1695.52 945.77 459.12 2182.17
Total Profit 10199.91 5281.62 4918.29 16655.51 13731.36
Total Loss 7558.62 3586.10 3972.52 16196.39 11549.19
Profit Factor 1.35 1.47 1.24 1.03 1.19
Trades 91 48 43 91 91
Winning Trades 70 37 33 58 39
Losing Trades 21 11 10 33 52
% Profitable 76.00 77.00 76.00 63.00 42.00
Profit/Loss Per Trade % 0.26 0.32 0.20 -0.05 0.18
Profit Per Trade % 1.31 1.27 1.34 2.50 3.14
Loss Per Trade % 3.03 2.70 3.40 4.21 1.94
Days In Trade 1065 585 480 1065 1065
Days In Trade (Avg. Per Trade) 11.70 12.19 11.16 11.70 11.70
% Days In Trade 52.31 28.73 23.58 52.31 52.31
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Trade Log
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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.